mirror of
https://github.com/discountry/ritmex-bot.git
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Feat/support binance (#22)
* add docs * Add Binance exchange support - Updated the environment configuration to include Binance as a selectable exchange option. - Enhanced the README documentation to reflect the addition of Binance. - Implemented the Binance exchange adapter and integrated it into the existing exchange framework. - Modified the basis arbitrage strategy to support Binance alongside existing exchanges. - Added tests to ensure proper functionality and integration of Binance within the trading system. * Enhance README with detailed Binance exchange configuration - Added comprehensive instructions for setting up Binance as an exchange option. - Included environment variable specifications for API keys, market types, and trading symbols. - Provided examples for both perpetual and spot trading strategies. - Clarified the use of WebSocket and REST for the Binance adapter. * Enhance exchange support and testing framework - Added a new test suite for exchange contracts to ensure consistency and functionality across supported exchanges. - Refactored exchange ID handling to utilize a centralized list of supported exchanges, improving maintainability. - Updated CLI argument parsing and help documentation to reflect the new exchange structure. - Introduced utility functions for validating supported exchanges and their display names. - Enhanced the BasisApp and strategy runner to leverage the new exchange validation logic. - Added a new test command for running exchange-related tests. * Refactor exchange contract tests and update CLI commands - Removed the trailing supported exchanges set and simplified the logic for trailing stop support in the exchange contract tests. - Updated the test command for exchange contracts to exclude unnecessary tests, streamlining the testing process. - Enhanced test descriptions for clarity and improved understanding of the functionality being tested.
This commit is contained in:
Disney
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import { clearTimeout, setTimeout } from "timers";
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import type {
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AccountListener,
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DepthListener,
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ExchangeAdapter,
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ExchangePrecision,
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FundingRateListener,
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KlineListener,
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OrderListener,
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TickerListener,
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} from "../adapter";
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import type { AsterOrder, CreateOrderParams } from "../types";
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import { extractMessage } from "../../utils/errors";
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import { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
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export interface BinanceCredentials {
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apiKey?: string;
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apiSecret?: string;
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symbol?: string;
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marketType?: "spot" | "perp" | "auto";
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sandbox?: boolean;
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spotRestUrl?: string;
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futuresRestUrl?: string;
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spotWsUrl?: string;
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futuresWsUrl?: string;
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logger?: BinanceGatewayOptions["logger"];
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}
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export class BinanceExchangeAdapter implements ExchangeAdapter {
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readonly id = "binance";
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private readonly gateway: BinanceGateway;
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private readonly symbol: string;
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private readonly marketType: "spot" | "perp" | "auto";
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private initPromise: Promise<void> | null = null;
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private readonly initContexts = new Set<string>();
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private retryTimer: ReturnType<typeof setTimeout> | null = null;
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private retryDelayMs = 3000;
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private lastInitErrorAt = 0;
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constructor(credentials: BinanceCredentials = {}) {
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const apiKey = credentials.apiKey ?? process.env.BINANCE_API_KEY;
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const apiSecret = credentials.apiSecret ?? process.env.BINANCE_API_SECRET;
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if (!apiKey || !apiSecret) {
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throw new Error("Missing BINANCE_API_KEY or BINANCE_API_SECRET environment variable");
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}
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this.symbol = (credentials.symbol ?? process.env.BINANCE_SYMBOL ?? process.env.TRADE_SYMBOL ?? "BTCUSDT").trim().toUpperCase();
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const modeRaw = (credentials.marketType ?? process.env.BINANCE_MARKET_TYPE ?? "perp").trim().toLowerCase();
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this.marketType = modeRaw === "spot" ? "spot" : modeRaw === "auto" ? "auto" : "perp";
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this.gateway = new BinanceGateway({
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apiKey,
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apiSecret,
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symbol: this.symbol,
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marketType: this.marketType,
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sandbox: credentials.sandbox,
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spotRestUrl: credentials.spotRestUrl,
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futuresRestUrl: credentials.futuresRestUrl,
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spotWsUrl: credentials.spotWsUrl,
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futuresWsUrl: credentials.futuresWsUrl,
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logger: credentials.logger,
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});
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}
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supportsTrailingStops(): boolean {
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return this.marketType !== "spot";
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}
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watchAccount(cb: AccountListener): void {
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const safe = this.safeInvoke("watchAccount", cb);
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void this.ensureInitialized("watchAccount")
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.then(() => {
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this.gateway.onAccount(safe);
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})
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.catch((error) => this.handleInitError("watchAccount", error));
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}
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watchOrders(cb: OrderListener): void {
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const safe = this.safeInvoke("watchOrders", cb);
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void this.ensureInitialized("watchOrders")
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.then(() => {
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this.gateway.onOrders(safe);
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})
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.catch((error) => this.handleInitError("watchOrders", error));
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}
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watchDepth(symbol: string, cb: DepthListener): void {
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const safe = this.safeInvoke("watchDepth", cb);
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void this.ensureInitialized(`watchDepth:${symbol}`)
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.then(() => {
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this.gateway.onDepth(symbol, safe);
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})
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.catch((error) => this.handleInitError("watchDepth", error));
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}
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watchTicker(symbol: string, cb: TickerListener): void {
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const safe = this.safeInvoke("watchTicker", cb);
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void this.ensureInitialized(`watchTicker:${symbol}`)
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.then(() => {
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this.gateway.onTicker(symbol, safe);
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})
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.catch((error) => this.handleInitError("watchTicker", error));
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}
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watchKlines(symbol: string, interval: string, cb: KlineListener): void {
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const safe = this.safeInvoke("watchKlines", cb);
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void this.ensureInitialized(`watchKlines:${symbol}:${interval}`)
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.then(() => {
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this.gateway.onKlines(symbol, interval, safe);
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})
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.catch((error) => this.handleInitError("watchKlines", error));
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}
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watchFundingRate(symbol: string, cb: FundingRateListener): void {
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const safe = this.safeInvoke("watchFundingRate", cb);
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void this.ensureInitialized(`watchFundingRate:${symbol}`)
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.then(() => {
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this.gateway.onFundingRate(symbol, safe);
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})
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.catch((error) => this.handleInitError("watchFundingRate", error));
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}
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async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
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await this.ensureInitialized("createOrder");
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return this.gateway.createOrder(params);
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}
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async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
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await this.ensureInitialized("cancelOrder");
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await this.gateway.cancelOrder(params);
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}
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async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
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await this.ensureInitialized("cancelOrders");
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await this.gateway.cancelOrders(params);
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}
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async cancelAllOrders(params: { symbol: string }): Promise<void> {
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await this.ensureInitialized("cancelAllOrders");
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await this.gateway.cancelAllOrders(params);
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}
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async getPrecision(): Promise<ExchangePrecision | null> {
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await this.ensureInitialized("getPrecision");
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return this.gateway.getPrecision(this.symbol);
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}
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async queryOpenOrders(): Promise<AsterOrder[]> {
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await this.ensureInitialized("queryOpenOrders");
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return this.gateway.queryOpenOrders();
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}
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async queryAccountSnapshot() {
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await this.ensureInitialized("queryAccountSnapshot");
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return this.gateway.queryAccountSnapshot();
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}
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async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
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await this.ensureInitialized("changeMarginMode");
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await this.gateway.changeMarginMode(params.symbol, params.marginMode);
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}
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async forceCancelAllOrders(): Promise<boolean> {
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await this.ensureInitialized("forceCancelAllOrders");
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return this.gateway.forceCancelAllOrders();
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}
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private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
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const wrapped = ((...args: any[]) => {
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try {
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cb(...args);
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} catch (error) {
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console.error(`[BinanceExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
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}
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}) as T;
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return wrapped;
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}
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private ensureInitialized(context?: string): Promise<void> {
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if (!this.initPromise) {
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this.initContexts.clear();
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this.initPromise = this.gateway
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.ensureInitialized(this.symbol)
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.then((value) => {
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this.clearRetry();
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return value;
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})
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.catch((error) => {
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this.handleInitError("initialize", error);
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this.initPromise = null;
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this.scheduleRetry();
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throw error;
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});
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}
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if (context && !this.initContexts.has(context)) {
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this.initContexts.add(context);
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this.initPromise.catch((error) => {
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this.handleInitError(context, error);
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this.scheduleRetry();
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});
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}
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return this.initPromise;
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}
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private scheduleRetry(): void {
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if (this.retryTimer) return;
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this.retryTimer = setTimeout(() => {
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this.retryTimer = null;
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if (this.initPromise) return;
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this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
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void this.ensureInitialized("retry");
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}, this.retryDelayMs);
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}
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private clearRetry(): void {
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if (this.retryTimer) {
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clearTimeout(this.retryTimer);
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this.retryTimer = null;
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}
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this.retryDelayMs = 3000;
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}
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private handleInitError(context: string, error: unknown): void {
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const now = Date.now();
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if (now - this.lastInitErrorAt < 5000) return;
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this.lastInitErrorAt = now;
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console.error(`[BinanceExchangeAdapter] ${context} failed`, error);
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}
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}
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File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,100 @@
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import type { AsterOrder, CreateOrderParams } from "../types";
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import type {
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BaseOrderIntent,
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ClosePositionIntent,
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LimitOrderIntent,
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MarketOrderIntent,
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StopOrderIntent,
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TrailingStopOrderIntent,
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} from "../order-schema";
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import { toStringBoolean } from "../order-schema";
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function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
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if (params.quantity === undefined) {
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params.quantity = intent.quantity;
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}
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if (params.timeInForce === undefined && intent.timeInForce) {
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params.timeInForce = intent.timeInForce;
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}
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if (intent.reduceOnly !== undefined) {
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params.reduceOnly = toStringBoolean(intent.reduceOnly);
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}
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if (intent.closePosition !== undefined) {
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params.closePosition = toStringBoolean(intent.closePosition);
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}
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return params;
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}
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export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
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const params: CreateOrderParams = applyCommonFields(
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{
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symbol: intent.symbol,
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side: intent.side,
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type: "LIMIT",
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quantity: intent.quantity,
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price: intent.price,
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timeInForce: intent.timeInForce ?? "GTX",
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},
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intent
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);
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return intent.adapter.createOrder(params);
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}
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export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
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const params: CreateOrderParams = applyCommonFields(
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{
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symbol: intent.symbol,
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side: intent.side,
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type: "MARKET",
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quantity: intent.quantity,
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},
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intent
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);
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return intent.adapter.createOrder(params);
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}
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export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
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const params: CreateOrderParams = applyCommonFields(
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{
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symbol: intent.symbol,
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side: intent.side,
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type: "STOP_MARKET",
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quantity: intent.quantity,
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stopPrice: intent.stopPrice,
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timeInForce: intent.timeInForce ?? "GTC",
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triggerType: intent.triggerType,
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},
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intent
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);
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return intent.adapter.createOrder(params);
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}
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export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
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const params: CreateOrderParams = applyCommonFields(
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{
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symbol: intent.symbol,
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side: intent.side,
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type: "TRAILING_STOP_MARKET",
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quantity: intent.quantity,
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activationPrice: intent.activationPrice,
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callbackRate: intent.callbackRate,
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timeInForce: intent.timeInForce ?? "GTC",
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},
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intent
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);
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return intent.adapter.createOrder(params);
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}
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export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
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const params: CreateOrderParams = applyCommonFields(
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{
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symbol: intent.symbol,
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side: intent.side,
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type: "MARKET",
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quantity: intent.quantity,
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reduceOnly: "true",
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},
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intent
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);
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return intent.adapter.createOrder(params);
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}
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